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Re: Highest High Yesterday



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ok,

Let's try this again. 

On the first bar of the day ref(datenum(),-1) returns the prior 
trading day. On all other bars that day, datenum()==ref(datenum(),-
1). 

Ed

//Works (I think!) only with intraday data and intervals//

//bars in current day
x=BarsSince(DateNum()!=Ref(DateNum(),-1));

//bars in a day at current interval
px=ValueWhen(x==0 AND Ref(x,-1)>0, Ref(x,-1));

//Lookback period, ie. px=px*2; for 2 days
px=px*1;

//highest high for px periods, ending prior to current day
Hmax=Ref(HHV(H,px),-x);

Graph0=H;
Graph1=Hmax;

Filter=1;
AddColumn( DateNum(), "DateNum", 1 );
AddColumn( Ref(DateNum(),-1), "DateNumP", 1 );
AddColumn( px, "px", 1 );
AddColumn( x, "x", 1 );
///////////////////////////////////////////////////////